Skip to content

Commit

Permalink
update docs
Browse files Browse the repository at this point in the history
  • Loading branch information
foolcage committed Dec 24, 2019
1 parent 5a37c19 commit ede438a
Show file tree
Hide file tree
Showing 10 changed files with 463 additions and 34 deletions.
152 changes: 152 additions & 0 deletions README-en.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,152 @@
[![image](https://img.shields.io/pypi/v/zvt.svg)](https://pypi.org/project/zvt/)
[![image](https://img.shields.io/pypi/l/zvt.svg)](https://pypi.org/project/zvt/)
[![image](https://img.shields.io/pypi/pyversions/zvt.svg)](https://pypi.org/project/zvt/)
[![Build Status](https://api.travis-ci.org/zvtvz/zvt.svg?branch=master)](https://travis-ci.org/zvtvz/zvt)
[![codecov.io](https://codecov.io/github/zvtvz/zvt/coverage.svg?branch=master)](https://codecov.io/github/zvtvz/zvt)
[![HitCount](http://hits.dwyl.io/zvtvz/zvt.svg)](http://hits.dwyl.io/zvtvz/zvt)

**Read this in other languages: [English](README-en.md).**

ZVT is a quant trading platform written after rethinking trading based on [fooltrader](https://github.com/foolcage/fooltrader),
which includes scalable data recorder, api, factor calculation, stock picking, backtesting, and unified visualization layer,
focus on **low frequency**, **multi-level**, **multi-targets** full market analysis and trading framework.

## 🔖 Useage examples

### Sector fund flow analysis
<p align="center"><img src='./docs/imgs/data-usage/money-flow.gif'/></p>

### Market history pe distribution
<p align="center"><img src='./docs/imgs/data-usage/sh-pe-distribution.gif'/></p>

### Multi-market pe comparison
<p align="center"><img src='./docs/imgs/data-usage/compare-pe.gif'/></p>

### Margin financing trend
<p align="center"><img src='./docs/imgs/data-usage/margin-trending.gif'/></p>

### Foreign capital flow (Shanghai / Shenzhen-Hong Kong Stock Connect)
<p align="center"><img src='./docs/imgs/data-usage/cross-market-trading.gif'/></p>

### Dividend comparison
<p align="center"><img src='./docs/imgs/data-usage/compare-dividend.gif'/></p>

### Dividend financing comparison
<p align="center"><img src='./docs/imgs/data-usage/filter-entity.gif'/></p>

### Balance sheet analysis
<p align="center"><img src='./docs/imgs/data-usage/balance-sheet.gif'/></p>

### Custom factor
<p align="center"><img src='./docs/imgs/data-usage/tech-factor.gif'/></p>


## examples
[*code examples*](./zvt/trader/examples)
### Algorithmic trading signals and performance
<p align="center"><img src='./docs/imgs/trader_list_view.gif'/></p>

### Multi-targets transaction
<p align="center"><img src='./docs/imgs/multiple-stock-macd.gif'/></p>

### real time digital currency trading
<p align="center"><img src='./docs/imgs/realtime_signals.gif'/></p>

### stock picker
<p align="center"><img src='./docs/imgs/fundamental-selector-in-notebook.png'/></p>

<p align="center"><img src='./docs/imgs/technical-selector-in-notebook.gif'/></p>

The entire framework is highly scalable, and only needs to write very little code to expand each module. The extended tutorials for each module are to be improved, and waiting for your contribution.


## ✨ Features

- **Enrich comprehensive out-of-the-box and updatable data**
- china market data: stock meta, financial statements, major shareholder behavior, executive transactions, dividend financing details, stock market capital flow, margin financing, dragon and tiger charts, etc.
- Market pe, pb, capital flow, margin financing, foreign investment trends, etc.
- crypto currency data
- Standardization of data, multi-data source (provider) cross-validation, completion
- **Simple and extensible data framework**
- **Uniform and simple API, support sql query, support pandas**
- Scalable factor, abstracting a unified calculation for single- and multi-targets operations
- Provides a unified way of visualizing the factor
- **Concise and unified visual analysis method**
- Support multi-targets, multi-factor, multi-level backtesting
- Real-time visualization of factors, trading signals and strategies
- Support a variety of real trading (implementation)

## 🔰 install

### quick start
#### 1.clone

```
git clone https://github.com/zvtvz/zvt.git
```

setup virtual env(python>=3.6),install requirements
```
pip3 install -r requirements.txt
```

#### 2.import the project(pycharm is good for it,vscode is ok too)

unzip data sample for the tests
```
python3 init_data_sample.py
pytest tests
```

#### 3.download the data and run
change DATA_PATH(default datasample is just for testing)
```
DATA_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', 'data'))
```

eastmoney: https://pan.baidu.com/s/1CMAlCRYwlhGVxS6drYUEgA 提取码: q2qn
netease: https://pan.baidu.com/s/1kMhEVO0kH_Pn6wXKyqvJEA 提取码: ijxg
sina: https://pan.baidu.com/s/1eusW65sdK_WE4icnt8JS1g 提取码: uux3
joinquant: https://pan.baidu.com/s/1ijrgjUd1WkRMONrwRQU-4w 提取码: dipd

unzip them to DATA_PATH

run the main entry app
```
python3 index.py
```

for updating the data,please refer to [recorders](./zvt/recorders)

## detailed documentation

[http://zvt.foolcage.com](http://zvt.foolcage.com)
[https://zvtvz.github.io/zvt](https://zvtvz.github.io/zvt)
> docs is waiting for your contribution,especially english docs
## 💌 buy me a cup of coffee

If you think the project is helpful to you, you can buy me a cup of coffee
<img src="./docs/imgs/alipay-cn.png" width="25%" alt="Alipay">     
<img src="./docs/imgs/wechat-cn.png" width="25%" alt="Wechat">


## 💡 contribution

Looking forward to more developers participating in the development of zvt, I will promise Reivew PR as soon as possible and respond promptly. But submit PR please make sure

1. Pass all unit tests, if it is new, please add unit test to it
2. Compliance with development specifications
3. Update the corresponding document if needed

Developers are also welcome to provide more examples for zvt to complement the documentation, located at [zvt/docs] (https://github.com/zvtvz/zvt/docs)


## Contact information
QQ group:300911873
check http://www.imqq.com/html/FAQ_en/html/Discussions_3.html


wechat Public number (some tutorials would be here):
<img src="./docs/imgs/gongzhonghao.jpg" width="25%" alt="Wechat">
59 changes: 32 additions & 27 deletions docs/README.md → README.md
Original file line number Diff line number Diff line change
Expand Up @@ -6,24 +6,16 @@
[![codecov.io](https://codecov.io/github/zvtvz/zvt/coverage.svg?branch=master)](https://codecov.io/github/zvtvz/zvt)
[![HitCount](http://hits.dwyl.io/zvtvz/zvt.svg)](http://hits.dwyl.io/zvtvz/zvt)

**Read this in other languages: [English](./en/README.md).**
**Read this in other languages: [English](./docs/README-en.md).**

ZVT是在[fooltrader](https://github.com/foolcage/fooltrader)的基础上重新思考后编写的量化项目,其包含可扩展的数据recorder,api,因子计算,选股,回测,交易,以及统一的可视化,定位为**中低频** **多级别** **多因子** **多标的** 全市场分析和交易框架。

相比其他的量化系统,其不依赖任何中间件,**足够轻,可测试,可推断,可扩展**更重要的是,其是作者为了更好的理解市场而写的,作者本身就是深度使用者
相比其他的量化系统,其不依赖任何中间件,**非常轻,可测试,可推断,可扩展**尽可能避免复杂晦涩的技术,坚持用简洁的代码表达市场的逻辑

## 0. ✨ 特性
- **丰富全面开箱即用可扩展可持续增量更新的数据**
- A股数据:行情,财务报表,大股东行为,高管交易,分红融资详情,个股板块资金流向,融资融券,龙虎榜等数据
- 市场整体pe,pb,资金流,融资融券,外资动向等数据
- 数字货币数据
- 数据的标准化,多数据源(provider)交叉验证,补全
- **简洁可扩展的数据框架**
- **统一简洁的API,支持sql查询,支持pandas**
- 可扩展的factor,对单标的和多标的的运算抽象了一种统一的计算方式
- **支持多标的,多factor,多级别的回测方式**
- 支持交易信号和策略使用到的factor的实时可视化
- 支持多种实盘交易(实现中)
## 详细文档
文档地址(两个是一样的,只是为了方便有些不方便访问github的同学)
[http://zvt.foolcage.com](http://zvt.foolcage.com)
[https://zvtvz.github.io/zvt](https://zvtvz.github.io/zvt)

## 1. 🔖5分钟用起来

Expand Down Expand Up @@ -111,7 +103,7 @@ In [17]: t.run()
```
测试数据里面包含的SAMPLE_STOCK_CODES = ['000001', '000783', '000778', '603220', '601318', '000338', '002572', '300027'],试一下传入其任意组合,即可看多标的的效果。

<p align="center"><img src='./imgs/output-value.jpg'/></p>
<p align="center"><img src='./docs/imgs/output-value.jpg'/></p>

## 2. 📝正式环境
项目支持多环境切换,默认情况下,不设置环境变量TESTING_ZVT即为正式环境
Expand Down Expand Up @@ -223,16 +215,22 @@ pip3 install pytest
### 3.2 测试案例
pycharm导入工程(推荐,你也可以使用其他ide),然后pytest跑测试案例

<p align="center"><img src='./imgs/pytest.png'/></p>
<p align="center"><img src='./docs/imgs/pytest.jpg'/></p>

大部分功能使用都可以从tests里面参考

## 💌请作者喝杯咖啡

如果你觉得项目对你有帮助,可以请作者喝杯咖啡
<img src="./imgs/alipay-cn.png" width="25%" alt="Alipay">     
<img src="./imgs/wechat-cn.png" width="25%" alt="Wechat">

## ✨ 特性
- **丰富全面开箱即用可扩展可持续增量更新的数据**
- A股数据:行情,财务报表,大股东行为,高管交易,分红融资详情,个股板块资金流向,融资融券,龙虎榜等数据
- 市场整体pe,pb,资金流,融资融券,外资动向等数据
- 数字货币数据
- 数据的标准化,多数据源(provider)交叉验证,补全
- **简洁可扩展的数据框架**
- **统一简洁的API,支持sql查询,支持pandas**
- 可扩展的factor,对单标的和多标的的运算抽象了一种统一的计算方式
- **支持多标的,多factor,多级别的回测方式**
- 支持交易信号和策略使用到的factor的实时可视化
- 支持多种实盘交易(实现中)

## 💡贡献

Expand All @@ -244,15 +242,22 @@ pycharm导入工程(推荐,你也可以使用其他ide),然后pytest跑测试

也非常欢迎开发者能为 zvt 提供更多的示例,共同来完善文档。

## 💌请作者喝杯咖啡

如果你觉得项目对你有帮助,可以请作者喝杯咖啡
<img src="./docs/imgs/alipay-cn.png" width="25%" alt="Alipay">     
<img src="./docs/imgs/wechat-cn.png" width="25%" alt="Wechat">

## 🤝联系方式

QQ群:300911873

个人微信:foolcage 添加暗号:zvt
<img src="./imgs/wechat.jpeg" width="25%" alt="Wechat">
<img src="./docs/imgs/wechat.jpeg" width="25%" alt="Wechat">

公众号(后续会不定时更新一些教程):
<img src="./imgs/gongzhonghao.jpg" width="25%" alt="Wechat">
------
微信公众号:
<img src="./docs/imgs/gongzhonghao.jpg" width="25%" alt="Wechat">

知乎专栏会结合zvt写一些日常使用的例子: 
https://zhuanlan.zhihu.com/automoney
知乎专栏:
https://zhuanlan.zhihu.com/automoney
6 changes: 4 additions & 2 deletions docs/_sidebar.md
Original file line number Diff line number Diff line change
@@ -1,5 +1,7 @@
- [快速开始](README.md "zvt quick start")
- [设计哲学](design-philosophy.md "zvt design philosophy")
- [简介](README.md "about zvt")
- [快速开始](quick-start.md "zvt quick start")
- [数据](data.md "zvt data")
- [因子计算](factor.md "zvt factor")
- [回测](trader.md "zvt trader")
- [设计哲学](design-philosophy.md "zvt design philosophy")
- [支持项目](donate.md "donate for zvt")
2 changes: 1 addition & 1 deletion docs/data.md
Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@

那么,在量化中,数据到底是什么?

zvt对量化数据进行了非常简单而统一的抽象:数据就是 **投资标的****某时间点(段)****发生的事情**的描述。
zvt对量化数据进行了简洁统一的抽象:数据就是 **投资标的****某时间点(段)****发生的事情**的描述。

其中,投资标的,叫**entity**;时间点(段),叫**timestamp**;事情的描述根据事情的不同而具有不同的**属性**

Expand Down
30 changes: 30 additions & 0 deletions docs/donate.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,30 @@
## 💡贡献

期待能有更多的开发者参与到 zvt 的开发中来,我会保证尽快 Reivew PR 并且及时回复。但提交 PR 请确保

1. 通过所有单元测试,如若是新功能,请为其新增单元测试
2. 遵守开发规范
3. 如若需要,请更新相对应的文档

也非常欢迎开发者能为 zvt 提供更多的示例,共同来完善文档。

## 💌请作者喝杯咖啡

如果你觉得项目对你有帮助,可以请作者喝杯咖啡
<img src="./imgs/alipay-cn.png" width="25%" alt="Alipay">     
<img src="./imgs/wechat-cn.png" width="25%" alt="Wechat">

## 🤝联系方式

QQ群:300911873

个人微信:foolcage 添加暗号:zvt
<img src="./imgs/wechat.jpeg" width="25%" alt="Wechat">

------
公众号:
<img src="./imgs/gongzhonghao.jpg" width="25%" alt="Wechat">

------
知乎专栏:
https://zhuanlan.zhihu.com/automoney
Binary file added docs/imgs/pytest.jpg
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Binary file removed docs/imgs/pytest.png
Binary file not shown.
8 changes: 4 additions & 4 deletions docs/index.html
Original file line number Diff line number Diff line change
Expand Up @@ -4,9 +4,9 @@
<meta charset="UTF-8">
<title>ZVT</title>
<meta http-equiv="X-UA-Compatible" content="IE=edge,chrome=1" />
<meta name="description" content="Description">
<meta name="description" content="a very lightweight quant framework">
<meta name="viewport" content="width=device-width, user-scalable=no, initial-scale=1.0, maximum-scale=1.0, minimum-scale=1.0">
<link rel="stylesheet" href="//unpkg.com/docsify/lib/themes/vue.css">
<link rel="stylesheet" href="//cdnjs.cloudflare.com/ajax/libs/docsify/4.9.4/themes/vue.css">
</head>
<body>
<div id="app"></div>
Expand All @@ -20,7 +20,7 @@
ga: 'UA-143251565-1'
}
</script>
<script src="//unpkg.com/docsify/lib/docsify.min.js"></script>
<script src="//unpkg.com/docsify/lib/plugins/ga.min.js"></script>
<script src="//cdnjs.cloudflare.com/ajax/libs/docsify/4.9.4/docsify.min.js"></script>
<script src="//cdnjs.cloudflare.com/ajax/libs/docsify/4.9.4/plugins/ga.min.js"></script>
</body>
</html>
Loading

0 comments on commit ede438a

Please sign in to comment.